+358.9%
FERG vs MPC
+1,138.6%
-779.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.2% |
| 7D | +3.4% | +3.9% | -0.5% | +2.9% |
| 30D | -11.5% | +33.8% | -45.3% | -14.8% |
| 3M | +1.3% | +49.9% | -48.6% | -4.1% |
| 6M | -1.0% | +80.9% | -81.9% | -8.9% |
| YTD | +3.2% | +147.4% | -144.2% | -9.2% |
| 1Y | -3.0% | +123.2% | -126.2% | -13.5% |
| 3Y | +55.0% | +171.7% | -116.7% | +33.5% |
| 5Y | +72.6% | +678.6% | -605.9% | +33.1% |
| 10Y | +358.9% | +1,134.0% | -775.1% | +243.9% |
| All | +358.9% | +1,138.6% | -779.7% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling